-57.7%
FISV vs SO
+57.7%
-115.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | -6.8% | -2.5% | -4.4% | -6.3% |
| 3M | -10.0% | -4.2% | -5.8% | -8.9% |
| 6M | -20.6% | -7.7% | -13.0% | -19.0% |
| YTD | -27.6% | +3.8% | -31.4% | -28.9% |
| 1Y | -64.3% | +0.1% | -64.4% | -64.6% |
| 3Y | -60.0% | +44.2% | -104.2% | -65.6% |
| 5Y | -57.7% | +57.9% | -115.6% | -65.2% |
| All | -57.7% | +57.7% | -115.4% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling